Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49545.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45484.6 Kr¶

PnL: ---------------------------------------> 428.6 Kr¶

DD now: ---------------------------------> -6.729 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 14:21:50.462946'

Anic Portfolio¶

Today¶

Return: 1.376 %¶

This Week¶

Return: 0.492 %¶

Total portfolio value¶

Return including deposits: 62.2 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.590000 1670.580000 201.580000 13.720000 1468.999998
Sedana Medical 93 4.060000 2672.820000 151.820000 6.020000 2521.000011
Orrön Energy 180 5.250000 2164.500000 121.500000 5.950000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
Catena 2 3.930000 834.800000 42.800000 5.400000 792.000000
Sagax B 4 3.370000 896.000000 42.000000 4.920000 854.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 3.080000 904.800000 40.800000 4.720000 864.000000
Hoist Finance 35 1.390000 1018.500000 38.500000 3.930000 980.000000
Hexatronic Group 12 3.370000 1000.800000 33.800000 3.500000 966.999996
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
BioGaia B 8 1.280000 946.400000 16.400000 1.760000 930.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
OX2 13 1.590000 955.500000 5.500000 0.580000 949.999999
Biotage 7 0.300000 945.700000 4.700000 0.500000 940.999997
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
EQT 4 0.630000 833.200000 1.200000 0.140000 832.000000
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -0.080000 775.200000 -3.800000 -0.490000 779.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
SKF B 5 -1.720000 916.000000 -24.000000 -2.550000 940.000000
Indutrade 5 2.110000 1185.500000 -32.500000 -2.670000 1218.000000
Hexagon B 26 1.110000 3428.100000 -32.900000 -0.950000 3461.000010
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Addnode Group B 11 -2.140000 882.200000 -38.800000 -4.210000 921.000003
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
BHG Group 97 3.150000 1397.770000 -61.230000 -4.200000 1458.999989
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
TOTAL 45484.600000 428.600000 -6.72913% 45056.000411

Updated:¶

'2023-07-04 14:22:07.144855'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶